Improving the contamination resistance of membranes is one of the most effective ways to address the short service life of membranes. While preparing the membrane system structure, doping nanoparticles into the polymer matrix is beneficial to the preparation of high-performance membranes. To develop a new structure for membrane contamination protection, in this study, a novel asymmetric polyamide 66 composite ultrafiltration (UF) membrane was fabricated by incorporating different masses (ranging from zero to 0.5 wt.%) of graphene oxide (GO) into the polyamide 66 microporous substrate, using formic acid and propylene carbonate as solvents. The effects of GO doping on the morphology, microporous structure and surface of ultrafiltration membranes were investigated by atomic force microscopy (AFM), scanning electron microscopy (SEM), integrated thermal analysis (DSC) and contact angle (CA). In addition, pure water flux, bovine serum albumin (BSA) rejection and contamination resistance were measured to evaluate the filtration performance of different membranes. The overall performance of all the modified membranes was improved compared to pure membranes. The results of contact angle and permeation experiments showed that the addition of GO improved the hydrophilicity of the membrane, but reduced the permeability of the membrane. The minimum flux was only 3.5 L/m2·h, but the rejection rate was 92.5%. Most noteworthy was the fact that GO further enhanced the anti-pollution performance of the membranes and achieved a remarkable performance of 91.32% when the GO content was 0.5 wt.%, which was 1.36 times higher than that of the pure membrane. Therefore, optimal performance was achieved. Furthermore, the UF membrane made of composite substrate offers a promising solution for the development of long-life ultrafiltration membranes with better stability, high-cost efficiency and adequate chemical durability.